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文章基本信息

  • 标题:Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity
  • 本地全文:下载
  • 作者:Muro, Juan ; Suárez, Cristina ; del Mar Zamora, María
  • 期刊名称:Journal of Agribusiness
  • 印刷版ISSN:0738-8950
  • 出版年度:2010
  • 期号:Suppl
  • 页码:252-258
  • 出版社:Journal of Agribusiness
  • 摘要:We outline a fairly simple method to obtain in Stata Murphy–Topel-corrected variances for a two-step estimation of a heckprobit model with endogeneity in the main equation. The procedure uses predict’s score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002, Stata Journal 2: 253–266) and Hole (2006, Stata Journal 6: 521–529).
  • 关键词:binary choice model;heckprobit;selectivity;endogenous variables;two-step estimation;qualitative models;Murphy–Topel-corrected variances
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